Related papers: Efficiency of discrete-time ratchets
A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…
With a model for two-dimensional (2D) Brownian rotary ratchets being capable of producing a net torque under athermal random forces, its optimization for mean angular momentum ($L$), mean angular velocity ($\omega$), and efficiency ($\eta$)…
The influential work of Bravo et al. 2018 shows that derivative free play in strongly monotone games has complexity $O(d^2/\varepsilon^3)$, where $\varepsilon$ is the target accuracy on the expected squared distance to the solution. This…
Continuous time models in the theory of real options give explicit formulas for optimal exercise strategies when options are simple and the price of an underlying asset follows a geometric Brownian motion. This paper suggests a general,…
Gradients have been exploited in proposal distributions to accelerate the convergence of Markov chain Monte Carlo algorithms on discrete distributions. However, these methods require a natural differentiable extension of the target discrete…
Parrondo's paradox refers to the counter-intuitive situation where a winning strategy results from a suitable combination of losing ones. Simple stochastic games exhibiting this paradox have been introduced around the turn of the…
We study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…
We study a system of independent Brownian particles in a flashing ratchet potential that can be turned on or off depending on the position of the particles, with the aim of maximising the speed of the center of mass in the long run. First,…
The efficiency of energy transduction in a temporally asymmetric rocked ratchet is studied. Time asymmetry favours current in one direction and suppresses it in the opposite direction due to which large efficiency ~ 50% is readily obtained.…
A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…
This paper deals with the design of discrete-time algorithms for the robust filtering differentiator. Two discrete-time realizations of the filtering differentiator are introduced. The first one, which is based on an exact discretization of…
Energy-efficient real-time task scheduling has been actively explored in the past decade. Different from the past work, this paper considers schedulability conditions for stochastic real-time tasks. A schedulability condition is first…
The operation of Brownian motors is usually described in terms of out-of-equilibrium and symmetry-breaking settings, with the relevant spatiotemporal symmetries identified from the analysis of the equations of motion for the system at hand.…
We present an analogy between the classic Gambler's Ruin problem and the thermally-activated dynamics in periodic Brownian ratchets. By considering each periodic unit of the ratchet as a site chain, we calculated the transition…
We show how to switch on and off the ratchet potential of a collective Brownian motor, depending only on the position of the particles, in order to attain a current higher than or at least equal to that induced by any periodic flashing.…
Brownian computers utilize thermal fluctuations as a resource for computation and hold promise for achieving ultra-low-energy computations. However, the lack of a statistical direction in Brownian motion necessitates the incorporation of…
Cooperative Parrondo's games on a regular two dimensional lattice are analyzed based on the computer simulations and on the discrete-time Markov chain model with exact transition probabilities. The paradox appears in the vicinity of the…
We consider the overdamped motion of Brownian particles, interacting via particle exclusion, in an external potential that varies with time and space. We show that periodic potentials that maintain specific position-dependent phase…
The Parrondo's paradox is a counterintuitive phenomenon where individually-losing strategies can be combined in producing a winning expectation. In this paper, the issues surrounding the Parrondo's paradox are investigated. The focus is…
We consider a molecular machine described as a Brownian particle diffusing in a tilted periodic potential. We evaluate the absorbed and released power of the machine as a function of the applied molecular and chemical forces, by using the…